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There are 22387 results for: content related to: Momentum Strategies: Evidence from Pacific Basin Stock Markets

  1. Price Momentum and Trading Volume

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2017–2069, Charles M.C. Lee and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00280

  2. Higher-Order Systematic Comoments and Asset Pricing: New Evidence

    Financial Review

    Volume 44, Issue 3, August 2009, Pages: 345–369, Duong Nguyen and Tribhuvan N. Puri

    Version of Record online : 7 JUL 2009, DOI: 10.1111/j.1540-6288.2009.00221.x

  3. Price Momentum and Idiosyncratic Volatility

    Financial Review

    Volume 43, Issue 2, May 2008, Pages: 159–190, Matteo P. Arena, K. Stephen Haggard and Xuemin (Sterling) Yan

    Version of Record online : 31 MAR 2008, DOI: 10.1111/j.1540-6288.2008.00190.x

  4. Innovation Portfolio Management: A Synthesis and Research Agenda

    Creativity and Innovation Management

    Volume 25, Issue 2, June 2016, Pages: 251–269, Anna Meifort

    Version of Record online : 9 MAR 2015, DOI: 10.1111/caim.12109

  5. Market Timing With Moving Averages

    International Review of Finance

    Volume 15, Issue 3, September 2015, Pages: 387–425, Paskalis Glabadanidis

    Version of Record online : 4 JUN 2015, DOI: 10.1111/irfi.12052

  6. Another Look at the Cross-section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 185–224, S. P. KOTHARI, JAY SHANKEN and RICHARD G. SLOAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05171.x

  7. Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 267–306, ZORAN IVKOVIĆ and SCOTT WEISBENNER

    Version of Record online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00730.x

  8. The Piotroski F-score: evidence from Australia

    Accounting & Finance

    Charles E. Hyde

    Version of Record online : 22 APR 2016, DOI: 10.1111/acfi.12216

  9. You have free access to this content
    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  10. Timing the Market with a Combination of Moving Averages

    International Review of Finance

    Paskalis Glabadanidis

    Version of Record online : 10 OCT 2016, DOI: 10.1111/irfi.12107

  11. Risk Aversion with Local Risk Seeking and Stock Returns: Evidence from the UK Market

    Journal of Business Finance & Accounting

    Volume 38, Issue 5-6, June/July 2011, Pages: 713–739, Konstantinos Kassimatis

    Version of Record online : 24 MAY 2011, DOI: 10.1111/j.1468-5957.2011.02243.x

  12. Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

    Journal of Business Finance & Accounting

    Volume 40, Issue 1-2, January/February 2013, Pages: 172–214, Alan Gregory, Rajesh Tharyan and Angela Christidis

    Version of Record online : 25 FEB 2013, DOI: 10.1111/jbfa.12006

  13. Price and earnings momentum in Australian stock returns

    Accounting & Finance

    Volume 52, Issue 2, June 2012, Pages: 495–517, Paul Schneider and Clive Gaunt

    Version of Record online : 10 JAN 2011, DOI: 10.1111/j.1467-629X.2010.00395.x

  14. On Monetary Policy and Stock Market Anomalies

    Journal of Business Finance & Accounting

    Volume 40, Issue 7-8, September/October 2013, Pages: 1009–1042, Alexandros Kontonikas and Alexandros Kostakis

    Version of Record online : 18 JUN 2013, DOI: 10.1111/jbfa.12028

  15. Does Financial Distress Risk Drive the Momentum Anomaly?

    Financial Management

    Volume 37, Issue 3, Autumn 2008, Pages: 461–484, Vineet Agarwal and Richard Taffler

    Version of Record online : 25 AUG 2008, DOI: 10.1111/j.1755-053X.2008.00021.x

  16. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  17. International Momentum Strategies

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 267–284, K. Geert Rouwenhorst

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.95722

  18. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  19. Liquidity and Autocorrelations in Individual Stock Returns

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2365–2394, DORON AVRAMOV, TARUN CHORDIA and AMIT GOYAL

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01060.x

  20. Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 901–933, Lu Zheng

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00131